Signals and Systems

Fall 2003 Lecture #17
4 November 2003
1. 2. 3. Motivation and Definition of the (Bilateral) Laplace Transform Examples of Laplace Transforms and Their Regions of Convergence (ROCs) Properties of ROCs

Motivation for the Laplace Transform
• CT Fourier transform enables us to do a lot of things, e.g. — Analyze frequency response of LTI systems — Sampling — Modulation Why do we need yet another transform? One view of Laplace Transform is as an extension of the Fourier transform to allow analysis of broader class of signals and systems In particular, Fourier transform cannot handle large (and important) classes of signals and unstable systems, i.e. when

• • •

Motivation for the Laplace Transform (continued)
• In many applications, we do need to deal with unstable systems, e.g. — Stabilizing an inverted pendulum — Stabilizing an airplane or space shuttle — Instability is desired in some applications, e.g. oscillators and lasers • How do we analyze such signals/systems? Recall from Lecture #5, eigenfunction property of LTI systems:

— est is an eigenfunction of any LTI system — s = σ + jω can be complex in general

The (Bilateral) Laplace Transform

Basic ideas: (1)

absolute integrability needed

(2) A critical issue in dealing with Laplace transform is convergence: — X(s) generally exists only for some values of s, located in what is called the region of convergence (ROC)

(3) If s = jω is in the ROC (i.e. σ = 0), then

absolute integrability condition

Example #1:

Unstable: • no Fourier Transform • but Laplace Transform exists

This converges only if Re(s+a) > 0, i.e. Re(s) > -Re(a)

Example #2:

This converges only if Re(s+a) < 0, i.e. Re(s) < -Re(a)

Key Point (and key difference from FT): Need both X(s) and ROC to uniquely determine x(t). No such an issue for FT.

Graphical Visualization of the ROC
Example #1 Example #2

Rational Transforms
• Many (but by no means all) Laplace transforms of interest to us are rational functions of s (e.g., Examples #1 and #2; in general, impulse responses of LTI systems described by LCCDEs), where

• • •

Roots of N(s) = zeros of X(s) Roots of D(s) = poles of X(s) Any x(t) consisting of a linear combination of complex exponentials for t > 0 and for t < 0 (e.g., as in Example #1 and #2) has a rational Laplace transform.

Example #3

BOTH required → ROC intersection

Notation: × — pole

° — zero
Q: Does x(t) have FT?

Laplace Transforms and ROCs
• Some signals do not have Laplace Transforms (have no ROC) (a)

(b)

X(s) is defined only in ROC; we don’t allow impulses in LTs

Properties of the ROC
• The ROC can take on only a small number of different forms 1) The ROC consists of a collection of lines parallel to the jω-axis in the s-plane (i.e. the ROC only depends on σ). Why?

2) If X(s) is rational, then the ROC does not contain any poles. Why?

Poles are places where D(s) = 0 N(s) ⇒ X(s) = =∞ D(s) Not convergent.

More Properties
3) If x(t) is of finite duration and is absolutely integrable, then the ROC is the entire s-plane.

ROC Properties that Depend on Which Side You Are On - I
4) If x(t) is right-sided (i.e. if it is zero before some time), and if Re(s) = σo is in the ROC, then all values of s for which Re(s) > σo are also in the ROC.

ROC is a right half plane (RHP)

ROC Properties that Depend on Which Side You Are On - II
5) If x(t) is left-sided (i.e. if it is zero after some time), and if Re(s) = σo is in the ROC, then all values of s for which Re(s) < σo are also in the ROC.

ROC is a left half plane (LHP)

Still More ROC Properties
6) If x(t) is two-sided and if the line Re(s) = σo is in the ROC, then the ROC consists of a strip in the s-plane that includes the line Re(s) = σo.

ROC is RHP

Strip = RHP ∩ LHP

ROC is LHP

Example: Intuition? • Okay: multiply by constant (e0t) and will be integrable

• Looks bad: no eσ t will dampen both sides

Example (continued):

What if b < 0? ⇒ No overlap ⇒ No Laplace Transform

Properties, Properties
7) If X(s) is rational, then its ROC is bounded by poles or extends to infinity. In addition, no poles of X(s) are contained in the ROC. 8) Suppose X(s) is rational, then (a) If x(t) is right-sided, the ROC is to the right of the rightmost pole. (b) If x(t) is left-sided, the ROC is to the left of the leftmost pole.

(a)

(b)

(c)

9) If ROC of X(s) includes the jω-axis, then FT of x(t) exists.

9) If ROC of X(s) includes the jω-axis, then FT of x(t) exists. Example: Three possible ROCs

Fourier Transform exists?

x(t) is right-sided x(t) is left-sided x(t) extends for all time

ROC: ROC: ROC:

III I II

No No Yes